+102.6%
ARES vs XHB
+37.2%
+65.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.7% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +1.3% | -9.1% | +10.4% | +8.4% |
| 3M | +10.4% | -2.3% | +12.7% | +11.4% |
| 6M | +29.0% | -4.1% | +33.1% | +31.3% |
| YTD | -12.2% | -1.7% | -10.5% | -12.8% |
| 1Y | -18.4% | -15.1% | -3.3% | -9.6% |
| 3Y | +43.2% | +26.8% | +16.3% | +8.6% |
| 5Y | +102.6% | +37.3% | +65.3% | +38.0% |
| All | +102.6% | +37.2% | +65.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling